+30.8%
BX vs TAP
-31.5%
+62.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.7% |
| 7D | -2.0% | -2.3% | +0.3% | -1.5% |
| 30D | -2.3% | -9.4% | +7.1% | -0.3% |
| 3M | +18.5% | -0.8% | +19.3% | +18.4% |
| 6M | +23.7% | -14.7% | +38.5% | +27.8% |
| YTD | -10.4% | -13.9% | +3.6% | -8.2% |
| 1Y | -19.6% | -18.6% | -0.9% | -16.3% |
| 3Y | +30.8% | -32.0% | +62.8% | +37.6% |
| All | +30.8% | -31.5% | +62.3% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling